Simulation and optimization in finance + website: modeling with MATLAB, @Risk, or VBA

An introduction to the theory and practice of financial simulation and optimization In recent years, there has been a notable increase in the use of simulation and optimization methods in the financial industry. Applications include portfolio allocation, risk management, pricing, and capital budgeting under uncertainty. INDICE: Preface. Chapter 1: Introduction. PART ONE: Fundamental Concepts. Chapter 2: Important Finance Concepts. Chapter 3: Random Variables, Probability Distributions, and Important Statistical Concepts. Chapter 4: Simulation Modeling and Software. Chapter 5: Optimization Modeling. Chapter 6: Optimization under Uncertainty. PART TWO: Portfolio Optimization and Risk Measures. Chapter7: Asset Diversification and Efficient Frontiers. Chapter 8: Advances in the Theory of Risk Measures. Chapter 9: Equity Portfolio Management in Practice. Chapter 10: Fixed Income Portfolio Management in Practice. PART THREE: Asset Pricing Models. Chapter 11: Regression and Factor Models. Chapter 12: Modeling Asset Price Dynamics. PART FOUR: Derivative Pricing and Use. Chapter 13: Introduction to Derivatives. Chapter 14: Pricing Derivatives by Simulation. Chapter 15: Structuring and Pricing Residential Mortgage-Backed Securities. Chapter 16: Using Derivatives in Portfolio Management. PART FIVE: Capital Budgeting Decisions. Chapter 17: Capital budgeting under uncertainty. Chapter 18: Real options. REFERENCES. INDEX.

• ISBN: 978-0-470-37189-3
• Editorial: John Wiley & Sons
• Encuadernacion: Cartoné
• Páginas: 784
• Fecha Publicación: 13/10/2010
• Nº Volúmenes: 1
• Idioma: Inglés